AIM: This study analyzes the effects of physical exercise on urinary collagen crosslinks, pyridinoline (PYD) and deoxipyridinoline (DPD), in women. METHOD: 30 premenopausal (PRE) and 40 postmenopausal (PST) women took part in a six month randomized controlled trial of moderate physical exercise. Moreover, skinfold thickness, muscle strength and flexibility were evaluated. RESULTS: Basal values of urinary PYD and DPD were higher in postmenopausal women versus premenopausal women (p<0.01). Physical exercise increased in both groups urinary PYD levels (p<0.05) and urinary DPD levels in postmenopausal women (p<0.05). After the exercise program, no changes were observed in the levels of urinary DPD in premenopausal women. Significant improvements in flexibility, muscle strength and decrease in skinfolds thickness were observed in the exercise group. No changes were observed in non-exercise group. CONCLUSION: In conclusion, the physical activity program produced beneficial effects on muscle strength and flexibility and changes in the musculoskeletal system. Also, the physical activity program led to a non-pathological increase in the urinary elimination of bone reabsorption and collagen metabolism biomarkers.